+554.0%
XYZ vs VUG
+394.5%
+159.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.2% |
| 7D | +12.1% | -3.4% | +15.5% | +18.8% |
| 30D | +12.4% | -11.1% | +23.5% | +36.3% |
| 3M | +8.2% | -7.2% | +15.4% | +22.2% |
| 6M | +20.7% | -4.1% | +24.8% | +28.1% |
| YTD | +31.3% | +1.4% | +29.9% | +27.2% |
| 1Y | +20.5% | +1.9% | +18.6% | +15.4% |
| 3Y | +72.6% | +77.7% | -5.1% | -38.6% |
| 5Y | -64.0% | +57.6% | -121.6% | -81.8% |
| 10Y | +601.8% | +398.6% | +203.2% | -26.9% |
| All | +554.0% | +394.5% | +159.6% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling